-37.0%
ALK vs MTCH
+208.0%
-245.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.3% | +2.3% |
| 7D | -2.1% | +1.3% | -3.4% | -2.4% |
| 30D | -13.1% | +15.9% | -29.0% | -16.5% |
| 3M | -11.8% | +23.3% | -35.1% | -16.8% |
| 6M | -0.4% | +40.1% | -40.5% | -9.0% |
| YTD | -18.2% | +33.6% | -51.8% | -24.6% |
| 1Y | -35.5% | +14.1% | -49.6% | -38.1% |
| 3Y | +1.8% | +1.4% | +0.4% | -2.0% |
| 5Y | -26.6% | -73.1% | +46.5% | -7.9% |
| All | -37.0% | +208.0% | -245.0% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling